+489.1%
KLAC vs ESTC
-47.2%
+536.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +2.7% |
| 7D | +10.6% | -4.3% | +14.9% | +11.5% |
| 30D | -4.5% | +17.7% | -22.2% | -9.5% |
| 3M | -10.3% | +42.3% | -52.5% | -19.6% |
| 6M | +40.9% | +64.6% | -23.7% | +19.8% |
| YTD | +56.1% | +17.2% | +38.9% | +44.4% |
| 1Y | +109.0% | -4.2% | +113.2% | +103.3% |
| 3Y | +288.8% | +13.5% | +275.3% | +227.7% |
| 5Y | +489.1% | -45.5% | +534.7% | +470.5% |
| All | +489.1% | -47.2% | +536.4% | +470.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling